+227.5%
LOW vs FANG
+182.5%
+45.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.7% | +2.9% | -6.6% | -4.2% |
| 30D | -8.9% | +2.6% | -11.5% | -9.3% |
| 3M | -10.4% | +7.6% | -18.0% | -11.8% |
| 6M | -19.4% | +17.3% | -36.7% | -22.2% |
| YTD | -17.1% | +38.7% | -55.8% | -22.3% |
| 1Y | -26.3% | +51.6% | -77.9% | -32.0% |
| 3Y | -9.9% | +50.0% | -59.8% | -18.1% |
| 5Y | +6.1% | +237.6% | -231.4% | -18.7% |
| All | +227.5% | +182.5% | +45.0% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling